The Deuce, HBO’s slick new show about the legalization of the pornography industry in 1970s New York, has a lot of big-ticket items going for it: a cozy premium-cable home; the guidance of showrunner David Simon, who also created the acclaimed series The Wire; James Franco playing twin brothers in seedy pre-Giuliani Times Square. But all of that pales in comparison to Maggie Gyllenhaal’s star turn as Candy Merrell, a Times Square sex worker who gets drawn into the emergent porn industry—as a behind-the-scenes player. For our October issue, Gyllenhaal celebrated Candy’s entrepreneurial spirit by embodying a different sort of working woman in the season’s best suits. In between takes, we asked her some questions about her meaty new role.

HARPER'S BAZAAR: What drew you to the project, initially?

MAGGIE GYLLENHAAL: I think it had something to do with Michelle MacLaren, who directed the pilot and also the last episode. It was her who kind of said to David and George, "You should meet Maggie." So she made the introduction. Then we all had a great meeting in New York, where I had read the first three episodes, which were all that was written when we began shooting.

HB: What was it about those first three episodes and the character? There’s quite an arc to the first eight episodes, and after Episode 5, it really changes her identity.

MG: One thing I was really drawn to in the very first episode is, often, when you see a portrayal of a prostitute, you only get the element of her life at work. You don't get to see the rest of her. Right away in the first episode, there's a very explicit scene where I say to that kid, "This is my job.” I loved that idea. You do get to see her as a daughter, and a mother, and a businesswoman, I think, even in the beginning. And an artist. You see her in relation to all of those things. Prostitution is just one aspect of that. And a lover of someone who she's actually chosen, and sex is not transactional. You see all of it.

I was compelled by that. I was compelled also by the quality of the writing. I think it's rare to find writing that good. That's what we had to talk about when we met: What is the story you're telling, and how can this be fit into it, and how does she shift and change? How is she empowered and disempowered? How do those affect each other? We talked about all of that. I think it was important to me—because it is such a delicate subject matter in 2017—to be a part of the storytelling, and to have a guarantee that I would be a part of the storytelling.

HB: Can you talk about the idea of how you see her as an artist? Where do you see that manifesting in the early episodes?

MG: I think in the early episodes, this was me pushing some of this into what was there in the script. After we started shooting and they saw what I was doing, I started seeing those things actually explicitly in the script. But I think in the second episode, where I go to make my first porn and I'm thinking that it's not-very-well-paid sex work I'm kind of doing as a favor to a friend—once I get in that room, I think that Candy has a kind of a ... it's almost like the birth of an artist. She's totally consumed by what's happening with the lights, by the sounds, by what happens when you take the frame of a camera and you put it around something that you've known your whole life, that you're expert in. How does it change it? How does it shift it? How does it lift it up? Something has woken up in her, and she can't put it back to sleep.

HB: Did you do research for the role, in terms of talking to actual sex workers and porn stars from the period?

MG: I did, yeah. Right before we started shooting the pilot, I was like, "I need to talk to a prostitute. I have so many questions." And Nina Noble, who is the third in the triumvirate of George Pelecanos and David Simon, who's their producing partner—I was like, "Nina, how do I find a prostitute to talk to?" She hooked me up with this woman, Annie Sprinkle, who is kind of a sex activist, or performer, but she was a prostitute in the '70s. We talked a lot. She gave me a lot of nitty-gritty details and answered a lot of questions I had, but she also introduced me to all of these women who were either prostitutes or involved in the beginning of porn in the early '70s.

HB: What were your burning questions that you wanted to ask these women to help you better understand how to get into character?

MG: Mostly I just let them talk. But I had some basic questions for Annie, like, "How many men do you sleep with a night? What do you do if it's extremely cold outside?" I mean, research-type things.

HB: What are the challenges of playing a sex worker? What do you see as the stigmas, still, that these women face today?

MG: I think that, in many cases, being a prostitute requires a huge amount of disassociation. I think it's very difficult to keep your mind intact and awake, and vibrant, when you have to disassociate so much. Not impossible, clearly, because some of the women that I talked to were totally able to do it, but I think a lot of people aren't, and I think the consequences can be really dire. But Candy can. Candy's somebody who has her mind intact.

HB: How did it feel to be depicting such a radically different New York City, even though it wasn't so very long ago?

MG: I guess in a way, because there were so many great movies made in New York in the ‘70s, I think there is this fantasy that it was this incredible time. I know it was lawless and dirty, and darker in a way than it is now, probably. I was born in '77, and my parents lived in the Lower East Side. I was a baby, and then I moved to LA, so I don't really have a lot of memories of Times Square from that time. I have a memory of being seven, and visiting my aunt Frieda and uncle Murray in New York, and they took me to see a Broadway play. We were driving in Times Square in a taxi, and I remember them talking in Yiddish, and I couldn't understand Yiddish. They were saying something, and then they would say "ladies of the night." I asked them, "What's that?" And they kind of shamed me: "Shush. We don't talk about that." It's a memory that really stuck with me, because of course “ladies of the night” is such an interesting phrasing.

HB: Yeah. That's quite a phrasing. It's an impact like, "What does that mean, 'ladies of the night'?"

MG: One of the books I really liked was called Ladies of The Night. It was a photography book made in '71, I think. It was just transcriptions of conversations with prostitutes in New York, and then photographs of them. Pretty much everyone said, "We're fine, we’re choosing this, we even like it," or "There are lots of things about this life that we like. It's great." And then there will be tiny little unconscious contradictions all the way through, which I also found with talking to a lot of the women that I talked to. In fact, I was really straight with Annie, who says she's a sexual healer. I was like, "Okay. But what about the other side? What about the dark side? It's a hard life to have sex with eight to 10 men a night. That's hard physically, let alone emotionally.” And sometimes people were willing to have that conversation, but more often than not, that wasn't really the tack that they were taking with me. It was about sexual freedom and sexual excitement. That's sort of how they wanted to talk about it.

I mean, when we were making the show, it was the wind-up to the presidential election in 2016. And to be thinking about misogyny, to be thinking about sexism and the compromises that we have to make as women with our minds, with our bodies, with our money, with our art—they were real, even before Donald Trump was elected. They were a part of everything. It's just that I think they're way more on the table now.

HB: Do you feel that it's important for you, now, to speak out when we can't take all these things for granted that we did this time last year?

MG: I don't know. It's so easy to retweet things that are interesting and political on Twitter. It's another thing to have your own voice, and to think and say things that are important to you. Sometimes, I want to talk about all of them, and other times I don’t want to say anything. I just want people to watch it and see what vibrates inside them.

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